Selected articles in international peer-reviewed journals. For a complete and up-to-date list, see my research profiles:
Google Scholar | Scopus | ORCID | ResearchGate | RePEc/IDEAS | SSRN
Selected Publications
Zangelidis, L., & Rezitis, A.N. (2026). Topology of intraday realized volatilities across commodity indices, copper futures, the U.S. dollar index, and the NASDAQ: An unrestricted multivariate HAR-VAR approach. Resources Policy, 117, 105934.
Rezitis, A.N., Andrikopoulos, P., & Daglis, T. (2024). Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes. Journal of Futures Markets, 44(3), 451–483.
Rezitis, A.N., Mishra, A.K., & Kumar, S. (2024). Indians demanding more plant-based protein, but farmers' profits drop: Empirical evidence to understand the dilemma. Journal of Agricultural and Resource Economics, 49(1), 1–22.
Rezitis, A.N., & Kastner, G. (2021). On the joint volatility dynamics in international dairy commodity markets. Australian Journal of Agricultural and Resource Economics, 65(3), 704–728.
Rezitis, A.N., Rokopanos, A., & Tsionas, M.G. (2021). Investigating dynamic price co-movements in the international milk market using copulas: The role of trade agreements. Economic Modelling, 95, 215–227.
Mishra, A.K., Rezitis, A.N., & Tsionas, M.G. (2020). Production under input endogeneity and farm-specific risk aversion: Evidence from contract farming and Bayesian method. European Review of Agricultural Economics, 47(2), 591–618.
Rezitis, A.N. (2019). Investigating price transmission in the Finnish dairy sector: An asymmetric NARDL approach. Empirical Economics, 57(3), 861–900.
Rezitis, A.N., & Rokopanos, A. (2019). Impact of trade liberalisation on dairy market price co-movements between the EU, Oceania, and the United States. Australian Journal of Agricultural and Resource Economics, 63(3), 472–498.
Mishra, A.K., Rezitis, A.N., & Tsionas, M.G. (2019). Estimating technical efficiency and production risk under contract farming: A Bayesian estimation and stochastic dominance methodology. Journal of Agricultural Economics, 70(2), 353–371.
Rezitis, A.N., & Tsionas, M.G. (2019). Modeling asymmetric price transmission in the European food market. Economic Modelling, 76, 216–230.
Rezitis, A.N., & Kalantzi, M.A. (2016). Evaluating the state of competition and the welfare losses in the Greek manufacturing sector: An extended Hall–Roeger approach. Empirical Economics, 50(4), 1275–1302.